Package weka.core.matrix
Class CholeskyDecomposition
- java.lang.Object
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- weka.core.matrix.CholeskyDecomposition
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- All Implemented Interfaces:
java.io.Serializable
,RevisionHandler
public class CholeskyDecomposition extends java.lang.Object implements java.io.Serializable, RevisionHandler
Cholesky Decomposition.For a symmetric, positive definite matrix A, the Cholesky decomposition is an lower triangular matrix L so that A = L*L'.
If the matrix is not symmetric or positive definite, the constructor returns a partial decomposition and sets an internal flag that may be queried by the isSPD() method.
Adapted from the JAMA package.- Version:
- $Revision: 1.5 $
- Author:
- The Mathworks and NIST, Fracpete (fracpete at waikato dot ac dot nz)
- See Also:
- Serialized Form
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Constructor Summary
Constructors Constructor Description CholeskyDecomposition(Matrix Arg)
Cholesky algorithm for symmetric and positive definite matrix.
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description Matrix
getL()
Return triangular factor.java.lang.String
getRevision()
Returns the revision string.boolean
isSPD()
Is the matrix symmetric and positive definite?Matrix
solve(Matrix B)
Solve A*X = B
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Constructor Detail
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CholeskyDecomposition
public CholeskyDecomposition(Matrix Arg)
Cholesky algorithm for symmetric and positive definite matrix.- Parameters:
Arg
- Square, symmetric matrix.
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Method Detail
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isSPD
public boolean isSPD()
Is the matrix symmetric and positive definite?- Returns:
- true if A is symmetric and positive definite.
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getL
public Matrix getL()
Return triangular factor.- Returns:
- L
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solve
public Matrix solve(Matrix B)
Solve A*X = B- Parameters:
B
- A Matrix with as many rows as A and any number of columns.- Returns:
- X so that L*L'*X = B
- Throws:
java.lang.IllegalArgumentException
- Matrix row dimensions must agree.java.lang.RuntimeException
- Matrix is not symmetric positive definite.
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getRevision
public java.lang.String getRevision()
Returns the revision string.- Specified by:
getRevision
in interfaceRevisionHandler
- Returns:
- the revision
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